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Chapter 5 (5.1-5.3)
Reading Course Probability
- Selftest 5 -
The following test is a true/false test. Answers can be checked in moodle by entering the ans-
wers True/False in the selftest 3 Probability. The test is not graded and has no influence on
passing/falling the course. The test can be attempted multiple times. This test is for yourself to
check whether you have understand the material. If you think one question is wrong, then write
for you down, which should be the right answer to review the material.
Exercise 1
k) If X and Y are independent with normal (µ1 , σ12 ) and normal (µ2 , σ22 ) distributions, then
X + Y has normal (µ1 + µ2 , σ12 σ22 ) distribution.
Exercise 2 The random variables X and Y have the joint density function f (x, y) = 6e−2x−3y
(x, y > 0) and f (x, y) = 0 otherwise:
b) fX (x) = 2e−2x ;
c) fY (y) = −3e−3y ;
a) c = 34 .
b) P (X ≤ a) = 43 ( 13 a3 + a2 ) for 0 < a < 1.
c) P (Y ≤ b) = 41 b for 0 < b < 1.
Exercise 4 Suppose X and Y are independent random variables such that X has uniform (0, 1)
distribution, Y has exponential distribution with mean 1.
a) E(X + Y ) = 1.5;
b) E(XY ) = 0.5;
c) E[(X − Y )2 ] = 1 13 ;
d) E(X 2 e2Y ) = ∞.
Exercise 5 Let X and Y be independent random variables, with E(X) = 1, E(Y ) = 2, V ar(X) = 3,
and V ar(Y ) = 4.
a) E(10X 2 + 8Y 2 − XY + 8X + 5Y − 1) = 120.
b) Assuming all variables are normally distributed, then P (2X > 3Y − 5) = 0.56 (rounded).
a) P (W + X > Y + Z + 1) = 0;
b) P (4X + 3Y < Z + W ) = 12 ;
c) E(4X + 3Y − 2Z 2 − W 2 + 8) = 8;
√
d) SD(3Z − 2X + Y + 15) = 14;
e) P (3X + 2Y > 5) = 0.0823 (rounded);
f) P (min(X, Y ) < 1) = 0.9757;
g) P (|min(X, Y )| < 1) = 0.6826;
Exercise 7 In a large corporation, people over age thirty have an annual income whose distribution
can be approximated by a normal distribution with mean $60,000 and standard deviation $10,000.
The incomes of those under age thirty are also approximately normal, but with mean $40,000 and
standard deviation $10,000.
a) Two people are selected at random from those over age thirty. The chance that the average
of their two incomes is over $65, 000 is equal to. 0.1587
b) One person is selected at random from those over thirty, and independently, one person is
selected at random from those under thirty. The chance that the younger’s income exceeds
the older’s is equal to 0.1587.
c) The chance that the smaller of the two incomes in b) exceeds $50,000 is equal to 0.1335
(rounded).